Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47833.8 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46438.92 Kr¶

PnL: ---------------------------------------> -449.65 Kr¶

DD now: ---------------------------------> -1.637 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 11:18:56.315640'

Anic Portfolio¶

Today¶

Return: 0.632 %¶

This Week¶

Return: 0.632 %¶

Total¶

Return: 56.596 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.260000 2856.000000 220.000000 8.350000 2636.000010
Beijer Electronics Group 26 -0.500000 3120.000000 149.000000 5.020000 2971.000006
Corem Property Group B 59 3.760000 667.290000 90.290000 15.650000 576.999999
Samhällsbyggnadsbo. i Norden B 20 2.780000 436.800000 81.800000 23.040000 355.000000
HMS Networks 2 0.960000 718.800000 45.800000 6.810000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Samhällsbyggnadsbo. i Norden D 12 3.610000 268.560000 22.560000 9.170000 246.000000
Intrum 4 2.550000 546.000000 19.000000 3.610000 527.000000
Nordea Bank Abp 29 0.670000 3472.460000 18.460000 0.530000 3453.999992
Coor Service Management Hold. 8 0.510000 548.800000 16.800000 3.160000 532.000000
Midsona B 63 0.960000 597.870000 14.870000 2.550000 582.999984
OEM International B 7 0.650000 540.400000 12.400000 2.350000 527.999997
AcadeMedia 12 0.860000 566.160000 9.160000 1.640000 557.000004
MedCap 2 1.420000 430.000000 9.000000 2.140000 421.000000
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
Norva24 Group 16 -0.290000 551.680000 8.680000 1.600000 543.000000
Eastnine 4 -1.420000 498.400000 7.400000 1.510000 491.000000
Resurs Holding 22 -0.860000 579.920000 5.920000 1.030000 573.999998
Essity B 2 0.420000 578.800000 4.800000 0.840000 574.000000
Karnov Group 9 -2.120000 540.000000 4.000000 0.750000 536.000004
Fastighetsbolag. Emilshus Pref 21 0.750000 565.950000 3.950000 0.700000 562.000005
Securitas B 6 1.600000 572.640000 2.640000 0.460000 570.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.090000 546.250000 0.250000 0.050000 546.000000
Swedbank A 3 -0.320000 559.200000 -4.800000 -0.850000 564.000000
CTEK 13 0.780000 521.950000 -12.050000 -2.260000 533.999999
Boozt 12 -1.870000 1639.200000 -14.800000 -0.890000 1653.999996
SAAB B 8 1.710000 3338.400000 -38.600000 -1.140000 3377.000000
International Petroleum Corp. 5 1.920000 530.500000 -64.070000 -10.780000 594.565215
Vivesto 1368 2.000000 544.190000 -68.810000 -11.230000 612.999432
Sampo Oyj SDB 7 0.190000 3769.500000 -80.500000 -2.090000 3850.000000
OX2 18 -1.520000 1511.100000 -152.900000 -9.190000 1663.999992
Axfood 13 0.370000 3568.500000 -187.500000 -4.990000 3756.000001
Ovzon 52 3.820000 3109.600000 -252.400000 -7.510000 3361.999992
Fasadgruppen Group 35 -0.810000 3437.000000 -374.000000 -9.810000 3810.999990
TOTAL 46438.920000 -449.650000 -1.63704% 46888.564618

Updated:¶

'2023-01-16 11:19:08.846397'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶